-43.1%
KHC vs FLEX
+1,197.5%
-1,240.6%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.2% | -0.8% |
| 7D | -1.8% | -0.9% | -0.9% | -1.7% |
| 30D | -1.9% | -10.1% | +8.3% | -1.1% |
| 3M | +14.4% | -31.3% | +45.7% | +17.7% |
| 6M | +8.7% | +71.3% | -62.5% | -0.4% |
| YTD | +7.8% | +81.2% | -73.5% | -2.3% |
| 1Y | -1.5% | +98.5% | -100.0% | -12.2% |
| 3Y | -9.9% | +428.2% | -438.1% | -32.6% |
| 5Y | -10.7% | +657.3% | -668.0% | -38.5% |
| 10Y | -55.7% | +995.9% | -1,051.6% | -74.3% |
| All | -43.1% | +1,197.5% | -1,240.6% | -70.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FLEX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling